aaronmarkham commented on a change in pull request #12664: [MXNET-637] 
Multidimensional LSTM example for MXNetR
URL: https://github.com/apache/incubator-mxnet/pull/12664#discussion_r220389879
 
 

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 File path: R-package/vignettes/MultidimLstm.Rmd
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+LSTM time series example
+=============================================
+
+This tutorial shows how to use an LSTM model with multivariate data, and 
generate predictions from it. For demonstration purposes, we used an opensource 
pollution data. You can find the data on 
[GitHub](https://github.com/dmlc/web-data/tree/master/mxnet/tinyshakespeare).
+The tutorial is an illustration of how to use LSTM models with MXNetR. We are 
forecasting the air pollution with data recorded at the US embassy in Beijing, 
China for five years.
+
+Dataset Attribution:
+"PM2.5 data of US Embassy in Beijing" 
(https://archive.ics.uci.edu/ml/datasets/Beijing+PM2.5+Data)
+We want to predict pollution levels(PM2.5 concentration) in the city given the 
above dataset.
+
+```r
+Dataset description:
+No: row number
+year: year of data in this row
+month: month of data in this row
+day: day of data in this row
+hour: hour of data in this row
+pm2.5: PM2.5 concentration
+DEWP: Dew Point
+TEMP: Temperature
+PRES: Pressure
+cbwd: Combined wind direction
+Iws: Cumulated wind speed
+Is: Cumulated hours of snow
+Ir: Cumulated hours of rain
+```
+
+We use past PM2.5 concentration, dew point, temperature, pressure, wind speed, 
snow and rain to predict
+PM2.5 concentration levels
 
 Review comment:
   levels.

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